+1,249.5%
CLS vs SYK
-4.6%
+1,254.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.3% |
| 7D | +5.0% | -12.3% | +17.3% | +6.6% |
| 30D | +4.8% | -22.4% | +27.2% | +8.5% |
| 3M | -10.4% | -12.3% | +2.0% | -10.3% |
| 6M | +20.8% | -24.3% | +45.1% | +29.1% |
| YTD | +10.0% | -22.8% | +32.8% | +15.8% |
| 1Y | +28.5% | -28.8% | +57.3% | +40.6% |
| All | +1,249.5% | -4.6% | +1,254.1% | +1,195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SYK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling